I've written an article here on SQL Team on how to schedule jobs in SQL Server 2005 Express

Intro

As we all know SQL Server 2005 Express is a very powerful free edition of SQL Server 2005. However it does not contain SQL Server Agent service. Because of this scheduling jobs is not possible. So if we want to do this we have to install a free or commercial 3rd party product. This usually isn't allowed due to the security policies of many hosting companies and thus presents a problem. Maybe we want to schedule daily backups, database reindexing, statistics updating, etc... This is why I wanted to have a solution based only on SQL Server 2005 Express and not dependant on the hosting company. And of course there is one based on our old friend the Service Broker.